Send to [email protected] with message subscribe fan_students to subscribe to the list.

Send signoff fan_students to unsubscribe from the list.

Current Students & Postdoctoral Fellows

Ph.D. Students

  • Jikai Hou
  • Yihong Gu
  • Jinhang Chai
  • Cheng Gao
  • Jiawei Ge 
  • Shangge Tang
  • Yiheng Zheng
  • Xiaonan Zhu
  • Yihan He

Postdoctoral Fellows


Ph.D. Theses Supervised

Student Thesis & First Employment
Yuling Yan

Yuling Yan, ``Statistical Learning and Optimal Decision Making under Uncertainty'',

Princeton University, June, 2023.  

First job:  MIT (PD) + University of Wisconsin at Madison

Mengxin Yu

Mengxin Yu, ``High-dimensional Robust Statistics Inference'',

Princeton University, May, 2023.  

First job:  University of Pennsylvania (PD)

Bingyan Wang

Bingyan Wang, ``Statistical analysis on convex and nonconvex methods  for low-rank matrix recoveries",

Princeton University, May, 2023.  First job: D.E. Shaw

First job:  D.E. Shaw

Pierre Bayle

Pierre Bayle, ``Survival analysis in distributed and high-dimensional environments and theory of cross-validation'',

Princeton University, February 2023

First job:  Tower Research.

Igor Silin

Igor Silin, "High-dimensional statistics under covariance eigenvalue decay",

Princeton University, September, 2022.

First Job: Two Sigma Investments

Francesca Tang
Francesca Tang, "Statistical Machine Learning Meets Social Science",
Princeton University, August, 2022.

First Job: Princeton University, Department of Politics

Yongyi Guo
Yongyi Guo, "Computationally and Statistically-efficient Methods in Data Science",
Princeton University, June, 2022.

First Job: University of Wisconsin at Madison

Daniel Gitelman, "Tensor methods for network analysis",
Princeton University, May, 2022.

First Job: Goldman Sachs

Zhuoran Yang
Zhuoran Yang, "Topics in the statistical and computational complexities of modern machine learning",
Princeton University, April, 2022.

First Job: Yale University

Lirong Xue
Lirong Xue, "Big data in financial economics",
Princeton University, July, 2021.

First Job: Jane Street

Yifeng Zhou, "Mean-variance functional estimation for optimal portfolios",
Princeton University, May, 2021.

First Job: Tower Research

Wenyan Gong
Wenyan Gong, "Sparse Estimation for High-Dimensional Statistical Problems",
Princeton University, May, 2020.

First Job: Two Sigma Investments

Cong Ma
Cong Ma, "Statistics Meets Nonconvex Optimization: Computational Efficiency and Uncertainty Quantification",
Princeton University, May, 2020.

First Job: University of Chicago

Kaizheng Wang
Kaizheng Wang, "Latent Variable Models: Spectral Methods and Non-convex Optimization",
Princeton University, May, 2020.

First Job: Columbia University

Thomas Patrick Pumir
Thomas Patrick Pumir, "On the geometric structure of problems in statistics and optimization",
Princeton University, January, 2020.

First Job: Voleon Group

Yiqiao Zhong
Yiqiao (Joe) Zhong, "Spectral Methods and MLE: A Modern Statistical Perspective",
Princeton University, May, 2019.

First Job: Stanford

Carson Eisenach
Carson Eisenach, "Modern Optimization for Statistics and Learning",
Princeton University, May, 2019.

First Job: Amazon

Koushiki Bose
Koushiki Bose, "Robust Dependence-Adjusted Methods for High Dimensional Data",
Princeton University, May, 2018.

First Job: Prudential Financial

Junwei Lu
Junwei Lu, " Combinatorial Inference for Large-Scale Data Analysis",
Princeton University, June, 2018.

First Job: Harvard University

Ziwei Zhu
Ziwei Zhu, "Distributed and Robust Statistical Learning",
Princeton University, May, 2018.

First Job: University of Cambridge and University of Michigan

Yuyan Wang
Yuyan Wang, "Robust High-Dimensional Regression and Factor Models",
Princeton University, June, 2016.

First Job: Uber

Weichen Wang
Weichen Wang, "High-dimensional covariance learning",
Princeton University, June, 2016.

First Job: Two Sigma

Alexander Furger
Alexander Furger, "High-frequency Asset Factor Models: Applications to Covariance Matrix Estimation and Risk Management",
Princeton University, May, 2015.

First Job: Trade Logic Developer at Transmarket Group

Lucy Xia
Lucy Xia, "Statistical Methods for Complex Datasets",
Princeton University, May, 2015.

First Job: Stanford University, University of Virgina

Jiawei Yao
Jiawei Yao, "Factor Models: Testing and Forecasting",
Princeton University, November, 2014.

First Job: Citadel

Wei Dai
Wei Dai, "Statistical Methods in Finance",
Princeton University, May, 2014.

First Job: Dimensional Fund Advisors

Tracy Zheng Ke
Tracy Zheng Ke, "Inference on Large-scale Structures",
Princeton University, May, 2014.

First Job: University of Chicago

Martina Mincheva
Martina Mincheva, "High-Dimensional Covariance Matrix Estimation and Financial Applications",
Princeton University, May, 2014.

First Job: Temple University

Chintan Mehta
Chintan Mehta, "Rank-based Inference for Independent Component Analysis",
Princeton University, May, 2014.

First Job: Yale University

Xiaofeng Shi
Xiaofeng Shi, "Large Portfolios' Risks and High-Dimensional Factor Models",
Princeton University, May, 2014.

First Job: Temasek Holdings

Ahmet Emre Barut
Ahmet Emre Barut, "Variable selection and prediction in high dimensional problems",
Princeton University, June, 2013.

First Job: George Washington University

Xin Tong
Xin Tong, "Learning with asymmetry, high dimension and social networks'',
Princeton University, June, 2012.

First Job: University of Southern California

Weijie Gu
Weijie Gu, "Estimating False Discovery Proportion Under Covariance Dependence'',
Princeton University, June, 2012.

First Job: Morgan Stanley

Dacheng Xiu
Dacheng Xiu, "Essays in Financial Econometrics'',
Princeton University, May, 2011.

First Job: University of Chicago

Lei Qi
Lei Qi, "Essays on the estimation of time series models",
Princeton University, May, 2011.

First Position: Hedge Fund

Jelena Bradic
Jelena Bradic, "Sparse estimation and oracle properties of regularized regression with non-polynomial dimensional covariates'',
Princeton University, May, 2011.

First Position: University of California at San Diego

Yang Feng
Yang Feng, ``High-dimensional Learning and Nonparametric Modeling'',
Princeton University, May, 2010.

First Position: Columbia University

Ke Yu
Ke Yu,``High-frequency data based asset allocation and dynamic covariance matrix modeling'',
Princeton University, May, 2010.

First Position: J.P. Morgan

Ying Lu
Ying Lu, ``Advance in Statistics Theory and Methods for Social Sciences'', June, 2009, University of North Carolina at Chapel Hill.

First Position  New York University

Jingjin Zhang, ``Asset Allocation with Gross Exposure Constraints and Factor Selection", Princeton University, May, 2009.

First Position:  Barclay Capital

Yue Niu
Yue Niu, "Validation Tests and Estimation of GenewiseVariance for Microarray Data",
Princeton University, January, 2009.

First Position:  University of Arizona

Clifford Lam
Clifford Lam, "Wai-Fung (Clifford) Lam, "High-dimensional profile likelihood inference and covariance matrices estimation",
Princeton University, May, 2008.

First Position: London School of Economics and Political Sci.

Jinchi Lv
Jinchi Lv, "High-dimensional variable selection and covariance matrix estimation"
Princeton University, May, 2007.

First Position:  University of Southern California

Yingying Fan
Yingying Fan, "Volatility matrix estimation and high-dimensional classification",
Princeton University, May, 2007.

First Position:  University of Southern California

Jianzhong Lin
Jianzhong Lin, "Indirect inference for continuous-time diffusion process with discretely sampled observations",  Chinese University of Hong Kong, August, 2004.

First Position:  Shanghai Jiao-tong University

Tao Huang
Tao Huang, "New developments in varying-coefficient partially linear models", University of North Carolina at Chapel Hill, May 2004.

First Position:  University of Virgina

Heng Peng
Heng Peng, "Data-analytic modeling for High-dimensional statistical problem", October 2003.

First Position:  Hong Kong Baptist University

Run-Ze Li
Run-Ze Li, "High dimensional modeling via nonconcave penalized likelihood and local likelihood",  University of North Carolina at Chapel Hill, April, 2000.

First Position:  Pennsylvania State University

Chunming Zhang
Chunming Zhang, "Topics in Generalized Likelihood Ratio Test",  University of North Carolina at Chapel Hill, April, 2000.

First Position: University of Wisconsin at Madison

Jin-Ting Zhang
Jin-Ting Zhang, "Smoothed functional data analysis", University of North Carolina at Chapel Hill, July, 1999.

First Position: National Singapore University

Jianwei Chen
Jianwei Chen, "Local quasi-likelihood estimation and optimal Bayesian sampling plans for censoring data", Chinese University of Hong Kong,  May, 1999.

First Position: San Diego State Univ.

Wenyang Zhang
Wenyang Zhang, "Local polynomial fitting in nonparametric regression", Chinese University of Hong Kong, November, 1998.

First Position:   University of Bath.

Martine King, "Local likelihood and local partial likelihood in hazard regression", University of North Carolina at Chapel Hill, August, 1997.

First Position:  Abbott Laboratories

Sheng-Kuei Lin, "Test of significance when data are curves", University of North Carolina at Chapel Hill, August, 1997.
Mark Farmen
Mark Farmen, "The smoothed boorstrap for variable bandwidth selection and some results in nonparametric logistic regression", University of North Carolina at Chapel Hill, April, 1996.
Li-shang Huang
Li-shang Huang, "On nonparametric estimation and goodness-of-fit", University of North Carolina at Chapel Hill, July, 1995.

First Position: Florida State University

Ming-Yen Cheng
Ming-Yen Cheng, "On boundary effects of smooth curve estimators", University of North Carolina at Chapel Hill, April, 1994.

First Position: National Taiwan University

Postdoctoral Fellows Supervised

Postdoc Institution
Sohom Bhattacharya
Sohom Bhattacharya(18-21)

First Institution: University of Florida

Debarghya Mukherjee

Debarghya Mukherjee


First Institution: Boston University

Zhipeng Lou
Zhipeng Lou (20-23)

First Institution: University of Pittsburgh

Alexander Giessing
Alexander Giessing (18-21)

First Institution: University of Washington at Seattle

Yang Zhou
Yang Zhou (19-21)

First Institution: Fudan University

Yi Chen
Yi Chen (18-19)

First Institution: University of California at Berkeley and NYU

Bai Jiang
Bai Jiang (17-19)

First Institution: ByteDance Silicon Valley Research Lab

Krishna Balasubramanian
Krishna Balasubramanian (17-18)

First Institution: University of California at Davis

Haolei Weng
Haolei Weng (17-18)

First Institution: Michigan State University

Qiang Sun
Qiang Sun (15-17)

First Institution: University of Toronto

Wenxin Zhou
Wenxin Zhou (15-17)

First Institution: University of California at San Diego

Donggyu Kim
Donggyu Kim (16-17)

First Institution: Korean Institute of Technology

Yuan Ke
Yuan Ke (15-17)

First Institution: Pennsylvania State University

Xiaolin Yang (15-17)

First Institution: Amazon Inc.

Dong Wang
Dong Wang (16-17)

First Institution: Hong Kong University

Heather Battey
Heather Battey (14-16)

First Institution: Imperial College

Quefeng Li
Quefeng Li (13-15)

First Institution: University of North Carolina at Chapel Hill

Dan Christina Wang
Dan Christina Wang (12-15)

First Institution: Columbia University

Zhao Chen
Zhao Chen (12-14)

First Institution: Pennsylvania State University

Lingzhou Xue
Lingzhou Xue (11-13)

First Institution: Pennsylvania State University

Runlong Tang
Runlong Tang (11-13)

First Institution: Virginia Institute of Technology

Yuan Liao
Yuan Liao (10-12)

First Institution: University of Maryland

Michael Innerman
Michael Innerman (11-12)

First Institution: Lehigh University

Yunbei Ma
Yunbei Ma (10-12)

First Institution: Southwest University of Economics and Finance

Anneleen Verhasselt
Anneleen Verhasselt (12-12)

First Institution: Universiteit Antwerpen

Xu Han
Xu Han (09-11)

First Institution: Temple University

Ning Hao
Ning Hao (09-10)

First Institution: University of Arizona

Junshao Guo
Junshao Guo (09-10)

First Institution: Institute of Applied Mathematics

Rui Song
Rui Song (08-09)

First Institution: Colorado State University

Yingying Li
Yingying Li (08-09)

First Institution: Hong Kong University of Science and Technology

Weiwei Wang
Weiwei Wang (08-09)

First Position: University of Texas

Qingfeng Liu
Qingfeng Liu (07-08)

First Institution: Otaru University.

Sebastien De Veiga (07-08)
Yichao Wu
Yichao Wu (06-08)

First Institution: NC State University

Jiancheng Jiang
Jiancheng Jiang (06-07)

First Institution: University of North Carolina, Charlott

Heng Peng
Heng Peng (03-06)

First Institution: Hong Kong Baptist University

Yong Zhou
Yong Zhou (01-01, 02-04)

First Institution: Institute of Applied Mathematics

Chong-Qi Zhang
Chong-Qi Zhang (02-03)

First Institution: Guangzhou University

Huazhen Lin
Huazhen Lin (02-03)

First Institution: Southwest University of Economics and Finance

Juan Gu (02-03)

First Institution: Guanfa Securities

Master Theses Supervised


Student Masters
Tsz-ho Yim, "A data-driven bandwidth selector for estimating conditional density function", Chinese University of Hong Kong, June 2003.
Wing-Man Chan, "Estimation of value at risk using parametric regression techniques", Chinese University of Hong Kong, June 2003.
Wentao Yan, "Model-guided Nonparametric Option Pricing", Princeton University, May 2009.
Boyang Song
Boyang Song, "Topics in Equity and Energy Risks", Princeton University, June 2014.
Byron Vickors
Byron Vickors, "Robust inference of risks of large portfolios", Princeton University, January 2017.
Lirong Xue
Lirong Xue, "Robust Analysis of Financial Big Data: Prediction of Asset Returns and Inference in Risk of Large Portfolios", Princeton University, May 2017.
Tiange Huang
Tiangge Huang, "Application of Merton-KMV Model with Regression Analysis and Machine Learning in Publicly-Listed Company in China", Princeton University, May 2019.
Henry Guanghong Fu
Henry Guanghong Fu, "Predicting Credit Risk in Consumer Loan: A Machine Learning Approach Using Multimodal Features", Princeton University, May 2020.


Senior Theses Supervised


Student Thesis Title
Qing Huang Model Calibration and Data Augmentation for Predicting Personal Loan Performance
Thomas "Jack" Roberts Does the House Always Win? Using Machine Learning to Identify Profitable Opportunities in Sports Wagering Strategies
Andre Yin Constructing Equity Trading Stragegies Based on Macroeconomic Event Analysis
Helena Yu Multi-factor risk models for commodities in a regime-switching environment


Student Thesis Title
Tiger Chen The Theoretical Financialization of Betting Exchanges as an Investible Asset Class
Alexander Engstrom Sentimental Value: The Viability of Momentum and News Sentiment in Stock Price Prediction Models \& The Impact of Retail Investors
Christopher Yang Trading under Crisis: A Study of Stock Pricing in the COVID Markets
Kevin You Short-Term Stock Price Prediction Using High-Dimensional Techniques


Student Thesis Title

Trevor Carney

A Modern Look at Hedge Fund Activism Performance and the Impact of Target Company Characteristics
Tony Chen Factor-adjusted regularized model selection for logistic regression in the presence of missing data
Lencer Ogutu Improving Accuracy of Counterfactual Estimation for Sales Forecasting Using an Ensemble of ARIMA, ANN and BSTS
Albert Wang Machine Learning Methods on Fundamentals and Momentum for Long-Term Long/Short Equity Trading Strategies in the High Growth Technology Sector


Student Thesis Title
Timothy Lou Improving Estimation of Factor Risk Premia via Robust Covariance Techniques
Kate Wang Chinese Hedge Funds: Understanding Performance with CAPM and Factor Analysis


Student Thesis Title
Augstina de la Fuente Game of Shows: Using Linear Regression and Integer Programming to Optimize Television Ratings
Anna Erkalova Discrimination in the criminal justice system: a mechanism for balancing misclassification by race
Ifeyinwa Ikpeazu Show me the money: Utilizing applied time-series to increase credit access for small and medium business in Nigeria
Vincent Lu Xia Equity Return Prediction with Augmented Regression and Factor Models
Emily Huang Deep Learning Models for Neural Encoding: Primate Retinal Response to Full-Field Binary White Noises


Student Thesis Title
Catherine Hua Trading Strategies Based on Machine Learning Predictions of Long-term Stock Price Movement in the Healthcare Industry
Joseph Lee Identifying factors that influence musical inclination using regularized regression methods
Jennifer Peng Using Differential Expression Analyses of Transcriptomes to Examine Gene Dysregulation in Autism
Alexandra Toth The January Effect in the U.S. Equity Market: Prevalence within Market Capitalization and Sector
Susanna Chen Yu Comparising normalization methods for differential expression analysis on RNA-Sequence data autism patient samples


Student Thesis Title
Edward D. Xiao Equity Portfolio Optimization using Latent Factor Models
Sinan Zhang An Analysis of Real Estate Investment Trust: Dynamic Correlations with Stock, Bond, Real Estate, and Consumption


Student Thesis Title
Christina J Efthimion An Examination of Stochastic Models for Crude Oil
Joanna McPherson There Will Be Blood: The Future of The United State鈥檚 Blood Supply
Charlotte Lee Muller An Empirical Analysis and Optimization of Carry and Momentum Strategies in the Foreign Exchange Market
Liukun Wu Vector Autoregression Analysis of the Sovereigen Credit Default Swaps Returns of Eurozone Economies


Student Thesis Title
Christine Feng Exploring the Influence of Technology M&A Through Patents, R\&D Spending, and Market Valuation
James R. Feng A Vector Autoregression Analysis of Quantitative Easing's Housing Sector Impacts in the United States
Carmina Aguilar Mancenon Leveraging Public Policy to Increase Capital Pools for Technology Startups in Turkey and Jordan
Lucia Wang A comparison of Modeling Techniques for Time-Varying Beta in Asia-Pacific Real Estate Investment Trusts


Student Thesis Title
Michael W. Markiewicz Exploring the Development and Use of a Multinomial Logit Model to Improve Betting Returns at Saratoga Race Course
Qizhao Weng False Discoveries in Exchange-Traded Fund Performances: Identifying ETFs that outperform the Market


Student Thesis Title
Edgar Dobriban Regularity Properties of Random Matrices and Applications
Yiran Lillian Ma Sensitivity Analysis on a Transitive-State Markov Model of Diabetes
Natalie H. Shoup Sustainable Energy Economics: Optimizing the Integration of Renewables in Guatemala
Jonathan H. Wang Explaining Credit Default Swap Premia: Analyzing the relationship between global CDS spreads and stochastically modeled corporate default probabilities


Student Thesis Title
Danqi (Lily) Shen Forecasting Unemployment Rates With Spatial Autocorrelation and Regional Heterogeneity
Anthony T. Soroka The Russell Reconstitution: Technical Treading Strategies
Ivan Kleinfeld Judging the Judges: A Study of Analysts' Performance from 2008-2010


Student Thesis Title
Nihong Chu An investigation of factors affecting real estimate price in China
Gillette, Paige Dyan Excessively conservative attitudes to financial instruments and low-risk hedging: A contextual model proposed for the national budget of Trinidad and Tobago
William Harvey The attributes to win actions


Student Thesis Title
David Laslett A Statistical Approach to Verbal Autopsies: Methods to Enhance Performance and Accuracy
Chiao Megan Determinants of stock market returns in emerging markets.
Laurissa Yee An analysis of CDS index pricing.
Shriya Raghavan Comovements of high-yield bonds and equity of firms under varying market conditions.
Collin Daniel McCarthy Greed in Corporate America.
Stanley Liu Is big more beautiful in venture capital financing?


Student Thesis Title
Nan Yin Forcasting volatility: Option Implied Volatility vs. Historic High-Frequency and Low-Frequency Volatility
Michael B. Casewell Covariate Selection for Intensity-Based Credit Risk Models.


Student Thesis Title
James S. Tate The game behind the game: An analysis of baseball player evaluation models.


Student Thesis Title
Evan Coopersmith Asymmetric objectives & Inefficient Markets: A Non-Parametric Predictor for Baseball Games and the Evaluation of Betting Lines.
Darius Crator Towards an American Model: The Impact of Venture Capital Investment Characteristics on Performance: A Comparative Study of the United States, United Kingdom and Canada.
Caroline W. Holst Evaluating the Hedge Fund Hype: Is There a Truer Performance Profile of Hedge Funds?
Mark C. Price Modern Examination of Investor Sentiment Theory behind the Closed-End Fund Discount.


Student Thesis Title
Elisa Cheung Credit spread dynamics and Macro-economy: An empirical investigation.
Cyrena Chih An analysis of the Practical Application of Parimutuel Pricing Systems on the Foreign Exchange Market.
Christopher Kirk A method to March madness: Logistic regression and the NCAA tournament.
Rodrigo J. Montoya Stochastic modeling of the PCS Loss Index: A sensitivity analysis and its implications for catastrophe bond pricing models.
Jenny Tsai Migration and Institutionalized exclusion in Shanghai.


Student Thesis Title
Cathy Shu An epidemiological study on the growing problem of obesity in China.
Edward Tsui Evaluation and improvement of technical trading rules on the foreign exchange market.